Head of Quantitative Risk Modelling

Vor 5 Tagen


Bern, Bern, Schweiz NZZone Vollzeit
About us

BKW offers forward-looking total solutions in the areas of energy, buildings and infrastructure - internationally and in partnership. With around 12,000 employees, we build modern grids, generate renewable energy and realise energy-efficient buildings. We are looking for passionate people to join us in making a contribution to the society and environment of tomorrow. Become part of the BKW network and join us in creating living spaces worth living in

Your responsibilities
  1. Lead and develop a team of quantitative analysts and risk experts
  2. Design, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysis
  3. Continuously monitor, backtest, and improve risk models to ensure robustness and adaptability to evolving market dynamics, regulatory changes, and emerging risks
  4. Leverage advanced tools and mathematical techniques to enhance modelling capabilities
  5. Oversee risk reporting and develop dashboards with key risk metrics for internal stakeholders, including traders and senior management
  6. Work closely with trading desks to understand portfolio risks and provide strategic advice on risk mitigation strategies
Your skills
  1. Advanced degree (MSc/PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related field; professional risk certifications are a plus
  2. Several years of experience in quantitative risk management or analysis within a commodity trading or financial environment
  3. Deep understanding of financial markets, particularly commodity markets
  4. Proven leadership experience in managing teams and projects in high-performance settings
  5. Proficiency in programming languages such as Python or C++ and experience with modelling tools like MATLAB or R
  6. Excellent communication skills, problem-solving abilities, and a hands-on approach to addressing risk-related issues

We are not interested in enquiries from recruitment agencies.

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